⚡️ Lightning-fast backtesting engine to find your trading edge.

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Statistical and Algorithmic Investing Strategies for Everyone

The Operator Splitting QP Solver

Python library for portfolio optimization built on top of scikit-learn

Machine Learning in Asset Management (by @firmai)

Portfolio optimization and back-testing.

Portfolio optimization with deep learning.

Research in investment finance with Python Notebooks

An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎

Helps you with managing your investments

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

The Open-Source Backtesting Engine/ Trading Simulator by Bertram Enterprises.

Applied an ARIMA-LSTM hybrid model to predict future price correlation coefficients of two assets

📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com

An open source library for portfolio optimisation

Fast and scalable construction of risk parity portfolios

Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

Investment portfolio and stocks analyzing tools for Python with free historical data

Q-Learning Based Cryptocurrency Trader and Portfolio Optimizer for the Poloniex Exchange

A JavaScript library to allocate and optimize financial portfolios.

Portfolio Construction and Risk Management book's Python code.

Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening, portfolio optimization, and broker API.

PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.

🤖 Advanced AI-powered trading system for Kalshi prediction markets. Features Grok-4 integration, multi-agent decision making, portfolio optimization, and real-time market analysis. Educational/research purposes only.

Оптимизация долгосрочного портфеля акций

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

This repository contains the customized trading algorithms that I have created using the Quantopian IDE.